+75.2%
STRL vs WU
-11.3%
+86.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.7% | +2.5% |
| 7D | +10.1% | -0.8% | +11.0% | +9.9% |
| 30D | -8.2% | -1.1% | -7.1% | -8.4% |
| 3M | -43.7% | -1.8% | -41.9% | -43.8% |
| 6M | +27.1% | -23.9% | +51.0% | +25.4% |
| YTD | +64.0% | -20.4% | +84.4% | +62.4% |
| 1Y | +75.2% | -10.6% | +85.7% | +60.8% |
| All | +75.2% | -11.3% | +86.4% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling